full_period

portfolio_minvar_qlib_risk.csv

,,risk excess_return_without_cost,mean,1.0560801930034624e-05 excess_return_without_cost,std,0.00035082402417189237 excess_return_without_cost,annualized_return,0.0025134708593482404 excess_return_without_cost,information_ratio,0.4644041051393654 excess_return_without_cost,max_drawdown,-0.00017635478745477466 excess_return_with_cost,mean,1.0560801930034624e-05 excess_return_with_cost,std,0.00035082402417189237 excess_return_with_cost,annualized_return,0.0025134708593482404 excess_return_with_cost,information_ratio,0.4644041051393654 excess_return_with_cost,max_drawdown,-0.00017635478745477466